NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 08-Apr-2013
Day Change Summary
Previous Current
05-Apr-2013 08-Apr-2013 Change Change % Previous Week
Open 93.91 93.34 -0.57 -0.6% 97.75
High 94.03 94.28 0.25 0.3% 98.22
Low 92.49 92.99 0.50 0.5% 92.49
Close 93.24 93.91 0.67 0.7% 93.24
Range 1.54 1.29 -0.25 -16.2% 5.73
ATR 1.65 1.62 -0.03 -1.5% 0.00
Volume 71,016 61,803 -9,213 -13.0% 265,782
Daily Pivots for day following 08-Apr-2013
Classic Woodie Camarilla DeMark
R4 97.60 97.04 94.62
R3 96.31 95.75 94.26
R2 95.02 95.02 94.15
R1 94.46 94.46 94.03 94.74
PP 93.73 93.73 93.73 93.87
S1 93.17 93.17 93.79 93.45
S2 92.44 92.44 93.67
S3 91.15 91.88 93.56
S4 89.86 90.59 93.20
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 111.84 108.27 96.39
R3 106.11 102.54 94.82
R2 100.38 100.38 94.29
R1 96.81 96.81 93.77 95.73
PP 94.65 94.65 94.65 94.11
S1 91.08 91.08 92.71 90.00
S2 88.92 88.92 92.19
S3 83.19 85.35 91.66
S4 77.46 79.62 90.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.93 92.49 5.44 5.8% 1.89 2.0% 26% False False 60,497
10 98.22 92.49 5.73 6.1% 1.74 1.9% 25% False False 50,206
20 98.22 91.99 6.23 6.6% 1.59 1.7% 31% False False 39,702
40 99.77 90.56 9.21 9.8% 1.51 1.6% 36% False False 31,651
60 99.77 90.56 9.21 9.8% 1.42 1.5% 36% False False 28,729
80 99.77 88.48 11.29 12.0% 1.31 1.4% 48% False False 23,716
100 99.77 88.32 11.45 12.2% 1.28 1.4% 49% False False 19,867
120 99.77 87.76 12.01 12.8% 1.30 1.4% 51% False False 17,185
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 99.76
2.618 97.66
1.618 96.37
1.000 95.57
0.618 95.08
HIGH 94.28
0.618 93.79
0.500 93.64
0.382 93.48
LOW 92.99
0.618 92.19
1.000 91.70
1.618 90.90
2.618 89.61
4.250 87.51
Fisher Pivots for day following 08-Apr-2013
Pivot 1 day 3 day
R1 93.82 93.91
PP 93.73 93.90
S1 93.64 93.90

These figures are updated between 7pm and 10pm EST after a trading day.

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